| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,229.00 |
1,215.00 |
-14.00 |
-1.1% |
1,261.00 |
| High |
1,236.75 |
1,247.75 |
11.00 |
0.9% |
1,280.25 |
| Low |
1,202.00 |
1,204.25 |
2.25 |
0.2% |
1,227.50 |
| Close |
1,212.75 |
1,242.50 |
29.75 |
2.5% |
1,241.50 |
| Range |
34.75 |
43.50 |
8.75 |
25.2% |
52.75 |
| ATR |
25.49 |
26.77 |
1.29 |
5.0% |
0.00 |
| Volume |
3,193 |
7,342 |
4,149 |
129.9% |
18,715 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,362.00 |
1,345.75 |
1,266.50 |
|
| R3 |
1,318.50 |
1,302.25 |
1,254.50 |
|
| R2 |
1,275.00 |
1,275.00 |
1,250.50 |
|
| R1 |
1,258.75 |
1,258.75 |
1,246.50 |
1,267.00 |
| PP |
1,231.50 |
1,231.50 |
1,231.50 |
1,235.50 |
| S1 |
1,215.25 |
1,215.25 |
1,238.50 |
1,223.50 |
| S2 |
1,188.00 |
1,188.00 |
1,234.50 |
|
| S3 |
1,144.50 |
1,171.75 |
1,230.50 |
|
| S4 |
1,101.00 |
1,128.25 |
1,218.50 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,408.00 |
1,377.50 |
1,270.50 |
|
| R3 |
1,355.25 |
1,324.75 |
1,256.00 |
|
| R2 |
1,302.50 |
1,302.50 |
1,251.25 |
|
| R1 |
1,272.00 |
1,272.00 |
1,246.25 |
1,261.00 |
| PP |
1,249.75 |
1,249.75 |
1,249.75 |
1,244.25 |
| S1 |
1,219.25 |
1,219.25 |
1,236.75 |
1,208.00 |
| S2 |
1,197.00 |
1,197.00 |
1,231.75 |
|
| S3 |
1,144.25 |
1,166.50 |
1,227.00 |
|
| S4 |
1,091.50 |
1,113.75 |
1,212.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,263.00 |
1,202.00 |
61.00 |
4.9% |
34.00 |
2.7% |
66% |
False |
False |
5,461 |
| 10 |
1,280.25 |
1,202.00 |
78.25 |
6.3% |
31.00 |
2.5% |
52% |
False |
False |
3,567 |
| 20 |
1,351.75 |
1,202.00 |
149.75 |
12.1% |
26.50 |
2.1% |
27% |
False |
False |
3,218 |
| 40 |
1,410.25 |
1,202.00 |
208.25 |
16.8% |
21.00 |
1.7% |
19% |
False |
False |
1,760 |
| 60 |
1,443.50 |
1,202.00 |
241.50 |
19.4% |
17.50 |
1.4% |
17% |
False |
False |
1,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,432.50 |
|
2.618 |
1,361.75 |
|
1.618 |
1,318.25 |
|
1.000 |
1,291.25 |
|
0.618 |
1,274.75 |
|
HIGH |
1,247.75 |
|
0.618 |
1,231.25 |
|
0.500 |
1,226.00 |
|
0.382 |
1,220.75 |
|
LOW |
1,204.25 |
|
0.618 |
1,177.25 |
|
1.000 |
1,160.75 |
|
1.618 |
1,133.75 |
|
2.618 |
1,090.25 |
|
4.250 |
1,019.50 |
|
|